+6,781.2%
CME vs JBL
+1,943.1%
+4,838.1%
-77.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | JBL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +1.5% | -1.8% | -0.7% |
| 7D | -1.6% | +3.0% | -4.6% | -2.3% |
| 30D | +6.2% | -8.3% | +14.5% | +8.2% |
| 3M | +10.4% | -16.9% | +27.3% | +14.2% |
| 6M | -9.5% | +21.8% | -31.3% | -16.5% |
| YTD | +6.0% | +36.3% | -30.3% | -5.7% |
| 1Y | +9.3% | +49.5% | -40.2% | -6.2% |
| 3Y | +57.7% | +170.6% | -113.0% | +7.1% |
| 5Y | +77.7% | +408.4% | -330.7% | -3.8% |
| 10Y | +281.2% | +1,450.4% | -1,169.2% | +35.2% |
| All | +6,781.2% | +1,943.1% | +4,838.1% | +1,540.4% |
Cumulative growth
Daily Returns
Daily percentage return beside JBL.
Daily Out/Under-Performance
Portfolio return minus JBL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × JBL return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over all: compounded portfolio wealth divided by compounded JBL wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
all analysis · Full analysis span regression · 6 months rolling